Sample Research Archive 2015 i
What Just Happened? Volatility in Oil Prices. -2 September 2016
The 99% 5-day VaR and ES are over 16% and over 25% respectively. Investors in the oil markets need to be prepared for significant multi-day movements in either direction.
What Just Happened? Global Equity Markets. - 17 July 2015.
Projected time remaining in the global equity market boom: less than two months. The current correction outstanding is at least 30%.
What Just Happened? The Chinese Equity Market Bubble. -10 July 2015.
The Chinese Equity Market correction it is not over. It’s only half over.
What Just Happened? The Chinese Equity Market. - 6 July 2015.
However unpredictable the timing of the correction of the past 3 weeks might have been, the potential for losses on precisely the scale observed has been visible to our statistical analysis for many weeks.
JP Morgan Needs Better Statistics. - 10 April 2015.
Two Points Jamie Dimon Could Have Made if JPMorgan Had Better Statistics.